FINSIGHT

Madison Capital Funding CLO (MCF CLO)

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	USD	3.400	2.30	-	AAA	-	-	-	-	-	Floating	SOFR	-	210	SOFR+210	-	100.00000
A	USD	190.000	5.30	-	AAA	-	-	-	43.00%	-	Floating	SOFR	-	240	SOFR+240	-	100.00000
A-L	USD	50.000	5.30	-	AAA	-	-	-	43.00%	-	Floating	SOFR	-	240	SOFR+240	-	100.00000
B	USD	48.500	6.80	-	AA	-	-	-	31.50%	-	Floating	SOFR	-	350	SOFR+350	-	100.00000
C	USD	31.500	7.40	-	A	-	-	-	24.00%	-	Floating	SOFR	-	420	SOFR+420	-	100.00000
D	USD	25.200	7.90	-	BBB-	-	-	-	18.00%	-	Floating	SOFR	-	640	SOFR+640	-	100.00000
E	USD	25.300	8.40	-	BB-	-	-	-	12.00%	-	Floating	SOFR	-	1075	SOFR+1023	-	97.50000
Sub	USD	47.190	-	-	NR	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

X: First Pay: 2023-10-15; Registration: 144A/Reg S; A: First Pay: 2023-10-15; Registration: 144A/Reg S; A-L: First Pay: 2023-10-15; Registration: 144A/Reg S; B: First Pay: 2023-10-15; Registration: 144A/Reg S; C: First Pay: 2023-10-15; Registration: 144A/Reg S; D: First Pay: 2023-10-15; Registration: 144A/Reg S; E: First Pay: 2023-10-15; Registration: 144A/Reg S; Sub: First Pay: 2023-10-15; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Risk Retention

US/EU - Yes

Reinvestment Period (YRS)

New York Life Insurance Co